+173.0%
HALO vs VLTO
+57.1%
+116.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.4% |
| 7D | -22.0% | +1.5% | -23.5% | -22.3% |
| 30D | -8.5% | +20.9% | -29.4% | -13.7% |
| 3M | -0.9% | +21.4% | -22.3% | -6.7% |
| 6M | +53.1% | +37.6% | +15.5% | +38.4% |
| YTD | +51.1% | +19.5% | +31.5% | +42.0% |
| 1Y | +45.0% | +22.0% | +23.0% | +34.9% |
| 3Y | +173.0% | +70.7% | +102.3% | +129.7% |
| All | +173.0% | +57.1% | +116.0% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling